Supervised Learning for Document Classification with Scikit-Learn - QuantStart

This is the first article in what will become a set of tutorials on how to carry out natural language document classification, for the purposes of sentiment analysis and, ultimately, automated trade filter or signal generation. This particular article will make use of Support Vector Machines (SVM) to classify text documents into mutually exclusive groups. Since this is the first article written in 2015, I feel it is now time to move on from Python 2.7.x and make use of the latest 3.4.x Hence all code in this article will be written with 3.4.x in mind. There are a significant number of steps to carry out between viewing a text document on a web site, say, and using its content as an input to an automated trading strategy to generate trade filters or signals. In this particular article we will avoid discussion of how to download multiple articles from external sources and make use of a given dataset that already comes with its own provided labels. This will allow us to concentrate on the implementation of the "classification pipeline", rather than spend a substantial amount of time obtaining and tagging documents. In subsequent articles in this series we will make use of Python libraries, such as ScraPy and BeautifulSoup to automatically obtain many web-based articles and effectively extract their text-based data from the HTML.